The Annals of Statistics, Vol. 30, No. 6 (Dec., 2002), pp. 1760-1781 (22 pages) In this paper we study the maximum asymptotic bias of the projection estimate for multivariate location based on ...

It is shown under appropriate conditions that Rousseeuw's minimum volume estimator and other S-estimators of multivariate location and dispersion parameters are consistent. Under certain ...